From 05466d318a2f3971bff4e234ecbc7aa00e57f419 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 23 Mar 2019 14:50:18 +0100 Subject: [PATCH] Modify test to check for this condition --- freqtrade/tests/optimize/test_backtesting.py | 15 +++++++++------ 1 file changed, 9 insertions(+), 6 deletions(-) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 40754cfbc..531f73916 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -683,18 +683,20 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker): assert len(results.loc[results.open_at_end]) == 0 -def test_backtest_multi_pair(default_conf, fee, mocker): +@pytest.mark.parametrize("pair", ['ADA/BTC', 'LTC/BTC']) +@pytest.mark.parametrize("tres", [0, 20, 30]) +def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair): def _trend_alternate_hold(dataframe=None, metadata=None): """ - Buy every 8th candle - sell every other 8th -2 (hold on to pairs a bit) + Buy every xth candle - sell every other xth -2 (hold on to pairs a bit)flake """ - multi = 8 + if metadata['pair'] in('ETH/BTC', 'LTC/BTC'): + multi = 20 + else: + multi = 18 dataframe['buy'] = np.where(dataframe.index % multi == 0, 1, 0) dataframe['sell'] = np.where((dataframe.index + multi - 2) % multi == 0, 1, 0) - if metadata['pair'] in('ETH/BTC', 'LTC/BTC'): - dataframe['buy'] = dataframe['buy'].shift(-4) - dataframe['sell'] = dataframe['sell'].shift(-4) return dataframe mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) @@ -702,6 +704,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker): pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC'] data = history.load_data(datadir=None, ticker_interval='5m', pairs=pairs) data = trim_dictlist(data, -500) + data[pair] = data[pair][tres:] # We need to enable sell-signal - otherwise it sells on ROI!! default_conf['experimental'] = {"use_sell_signal": True} default_conf['ticker_interval'] = '5m'